V-Lab
V-Lab
Oslo Stock Exchange All Share Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:12.25% (+0.49%)
Analysis last updated: Saturday, August 30, 2025 at 02:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oslo Stock Exchange All Share Index GJR-GARCH
paramt-stat
ω0.060118.54
α0.047917.56
β0.8449231.74
γ0.134118.28
Estimation Period:
Jan 1, 1990 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts